S&P 400 MidCap Uptrend Replay (2010-07-06 to 2010-08-09)
Replay the S&P 400 MidCap index through a choppy 50-day stretch where a 6.8% net decline masks a 9.9% drawdown. You step through each daily bar, make 9 decision points (3 critical), and receive an AI coach review of every choice—simulated capital only, educational use.
50 daily bars · 9 decision points · 2010-06 to 2010-08 · Stocks
Key facts
This window spans 70 days with a peak-to-trough drawdown of 9.9% and a 11.3% run-up.
- Max drawdown
- −9.9%
- Max run-up
- +11.3%
- Duration
- 70 days
- Largest single-day move
- −3.5%
- Bars
- 50 Daily bars
- Decision points
- 9
Every figure above is computed programmatically from this replay’s own candle series — no editorial input, no LLM. Methodology: Methodology
The market advances day by day. You only see candles up to the current day — as if you were really there.
At key decision points choose Buy / Trim / Exit / Hold. Each decision advances the timeline by one day.
After settlement you get a six-dimension score and an AI coach review. Your result enters the scenario leaderboard.
Event Replay
What happened — and what it teaches
The S&P 400 MidCap index presents a classic summer consolidation challenge. In the 50 trading days spanning mid-June to late August 2010, mid-cap equities navigated the uncertain aftermath of the spring rally. Players step into this choppy period facing a market that offers no clear directional bias—only the constant tension between hope and caution as prices oscillate without a sustained trend.
The replay delivers a net decline of 6.8%, closing from 776.73 to 723.62, yet this headline number obscures the true journey. A 9.9% maximum drawdown reveals the hidden turbulence beneath the surface, with a largest single-bar move of 3.5% punctuating the uncertainty. Nine decision points, including three critical moments, create multiple inflection scenarios where players must commit to a position or stand aside.
This scenario teaches that surviving a declining market requires more than directional conviction. The gap between the final -6.8% loss and the 9.9% trough highlights the danger of averaging down into extended drawdowns. Players learn to measure success not by predicting the bottom but by maintaining disciplined risk controls through volatility spikes. The psychological test—staying composed when every rally fizzles—makes this replay a valuable exercise in process over outcome.
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